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Enhancing AlphaVantage Data Source Integration #2

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merged 15 commits into from
Feb 6, 2024

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Romazes
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@Romazes Romazes commented Feb 5, 2024

Description

This pull request introduces significant changes to the project, primarily focusing on extracting the Lean.ToolBox module and establishing a new, dedicated GitHub repository for it. Simultaneously, it incorporates improvements to the integration with the AlphaVantage data source to enhance data retrieval and result accuracy.

Related Issue

N/A

Related PR

Lean PR
Lean-cli PR

Motivation and Context

The primary motivation is to modularize the codebase by extracting the Lean.ToolBox module, transforming it into an independent solution hosted in a new GitHub repository. This separation streamlines maintenance, fosters reusability, and promotes better organization within the project.

The AlphaVantage data source integration has been refined to address issues related to data retrieval. By leveraging the new repository, the project can now utilize the improved AlphaVantage module to obtain more accurate and reliable results.

Requires Documentation Change

No modifications to the existing documentation are necessary with this pull request.

How Has This Been Tested?

The changes have undergone rigorous testing, encompassing various scenarios. Valid test cases for different resolution types (minute, hour, daily) have been executed to ensure the correct functioning of the data retrieval process. Additionally, a multitude of invalid test cases, featuring incorrect request data, have been incorporated to fortify error handling. The existing mock test cases have been reviewed and adjusted to guarantee the robustness of the implemented changes.

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

@Martin-Molinero Martin-Molinero merged commit 6a71ff2 into QuantConnect:master Feb 6, 2024
1 of 2 checks passed
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2 participants